+494.2%
FIX vs TAP
-22.2%
+516.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -0.4% |
| 7D | +9.4% | +1.3% | +8.2% | +9.9% |
| 30D | -27.8% | +5.7% | -33.5% | -26.2% |
| 3M | -35.6% | -1.9% | -33.6% | -35.0% |
| 6M | -45.2% | +0.9% | -46.2% | -44.2% |
| YTD | +19.5% | -9.5% | +29.0% | +20.6% |
| 1Y | +24.2% | -9.0% | +33.2% | +25.5% |
| 3Y | +494.2% | -22.2% | +516.4% | +439.6% |
| All | +494.2% | -22.2% | +516.3% | +439.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling